Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49302.7 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45241.16 Kr¶

PnL: ---------------------------------------> 185.16 Kr¶

DD now: ---------------------------------> -7.187 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:06:55.106462'

Anic Portfolio¶

Today¶

Return: -0.836 %¶

This Week¶

Return: -0.001 %¶

Total portfolio value¶

Return including deposits: 61.404 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.140000 1665.360000 196.360000 13.370000 1468.999998
Orrön Energy 180 -0.330000 2195.100000 152.100000 7.440000 2043.000000
Atrium Ljungberg B 5 -0.750000 987.500000 52.500000 5.610000 935.000000
Platzer Fastigheter Holding B 12 -1.530000 1004.400000 43.400000 4.520000 960.999996
Hexatronic Group 12 0.430000 1006.080000 39.080000 4.040000 966.999996
Sedana Medical 93 -3.840000 2559.360000 38.360000 1.520000 2521.000011
Sagax B 4 -0.850000 889.600000 35.600000 4.170000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
JM 6 -0.600000 897.000000 33.000000 3.820000 864.000000
OX2 13 2.110000 975.000000 25.000000 2.630000 949.999999
Bilia A 8 0.260000 918.400000 18.400000 2.040000 900.000000
HEXPOL B 9 0.960000 1037.700000 16.700000 1.640000 1020.999996
BioGaia B 8 -0.670000 944.000000 14.000000 1.510000 930.000000
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.150000 962.280000 6.280000 0.660000 956.000001
AcadeMedia 8 -0.790000 403.200000 1.200000 0.300000 402.000000
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
Clas Ohlson B 12 -1.520000 969.000000 -4.000000 -0.410000 972.999996
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
VEF 909 -3.810000 1836.180000 -13.820000 -0.750000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.030000 918.500000 -21.500000 -2.290000 940.000000
Addnode Group B 11 -0.980000 893.200000 -27.800000 -3.020000 921.000003
Indutrade 5 -0.290000 1186.500000 -31.500000 -2.590000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
Hexagon B 26 -2.010000 3364.400000 -96.600000 -2.790000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45241.160000 185.160000 -7.18679% 45056.000411

Updated:¶

'2023-07-05 11:07:11.741523'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶